The Blues haven't tasted victory in the RaboDirect PRO12 since they recorded a narrow 17-16 victory away to Edinburgh Rugby on February 15 and have subsequently lost their last four.
But after a more encouraging performance against reigning RaboDirect PRO12 champions Ospreys last time out, Davies fully expects his players to build on their efforts against the league's bottom side.
Zebre have come ever so close to claiming their first ever RaboDirect PRO12 victory in recent weeks after picking up three losing bonus points in their last four games.
And Davies warned unless his side are committed throughout and are able to convert any dominance into points, they will be in for a nervy 80 minutes.
"When we played Zebre earlier in the season, the boys played very well and there were some great passages of play but a bit of frustration at times," Davies told Wales Online.
"We didn't really capitalise and nail down the dominance we had in that game and we felt the scoreline didn't really reflect the possession we had.
"This weekend we have to win the game and win it well. We have to be direct early on, keep battling away at their defensive line and look to try and blow them away.
"It is not going to be easy as Zebre are a very physical team, a very resilient team and they keep coming and coming. If we don't perform to the level we can do, it could be tough for us.
"However, if we perform to the level we know we are capable of and build on that Ospreys performance, I am confident we will get a satisfying win."
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